Corrigendum to "Estimating Long Memory in Volatility"

DOI10.1111/J.1468-0262.2008.00851.XMaRDI QIDQ3506473zbMATH OpenOpenAlexFDO

Authors Clifford Hurvich, Philippe Soulier, Eric Moulines

Publication date 13 June 2008

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1468-0262.2008.00851.x

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Statistical methods; economic indices and measures (91B82)

Cited in

(2)

• Erratum to ``Long strange segments in a long-range-dependent moving average
• Semiparametric inference in correlated long memory signal plus noise models

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